+15.5%
CNI vs USFR
+20.6%
-5.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +1.1% |
| 7D | -0.4% | +0.1% | -0.5% | 0.0% |
| 30D | -2.7% | +0.4% | -3.1% | -1.7% |
| 3M | +3.9% | +1.0% | +2.9% | +6.9% |
| 6M | +16.4% | +2.0% | +14.4% | +22.8% |
| YTD | +25.8% | +2.8% | +23.0% | +35.3% |
| 1Y | +32.4% | +4.1% | +28.3% | +47.0% |
| 3Y | +19.1% | +14.1% | +4.9% | +71.0% |
| All | +15.5% | +20.6% | -5.1% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded USFR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling